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build.py
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build.py
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#!/usr/bin/env python3
import datetime
import itertools
import os
import platform
import shutil
import subprocess
import sysconfig
from pathlib import Path
import numpy as np
import toml
from Cython.Build import build_ext
from Cython.Build import cythonize
from Cython.Compiler import Options
from Cython.Compiler.Version import version as cython_compiler_version
from setuptools import Distribution
from setuptools import Extension
# The Rust toolchain to use for builds
RUST_TOOLCHAIN = os.getenv("RUST_TOOLCHAIN", "stable")
# The Cargo build mode
BUILD_MODE = os.getenv("BUILD_MODE", "release")
# If PROFILE_MODE mode is enabled, include traces necessary for coverage and profiling
PROFILE_MODE = bool(os.getenv("PROFILE_MODE", ""))
# If ANNOTATION mode is enabled, generate an annotated HTML version of the input source files
ANNOTATION_MODE = bool(os.getenv("ANNOTATION_MODE", ""))
# If PARALLEL build is enabled, uses all CPUs for compile stage of build
PARALLEL_BUILD = os.getenv("PARALLEL_BUILD", "true") == "true"
# If COPY_TO_SOURCE is enabled, copy built *.so files back into the source tree
COPY_TO_SOURCE = os.getenv("COPY_TO_SOURCE", "true") == "true"
# If PyO3 only then don't build C extensions to reduce compilation time
PYO3_ONLY = os.getenv("PYO3_ONLY", "") != ""
if PROFILE_MODE:
# For subsequent debugging, the C source needs to be in the same tree as
# the Cython code (not in a separate build directory).
BUILD_DIR = None
elif ANNOTATION_MODE:
BUILD_DIR = "build/annotated"
else:
BUILD_DIR = "build/optimized"
################################################################################
# RUST BUILD
################################################################################
if platform.system() == "Linux":
# Use clang as the default compiler
os.environ["CC"] = "clang"
os.environ["LDSHARED"] = "clang -shared"
TARGET_DIR = Path.cwd() / "nautilus_core" / "target" / BUILD_MODE
if platform.system() == "Windows":
# Linker error 1181
# https://docs.microsoft.com/en-US/cpp/error-messages/tool-errors/linker-tools-error-lnk1181?view=msvc-170&viewFallbackFrom=vs-2019
RUST_LIB_PFX = ""
RUST_STATIC_LIB_EXT = "lib"
RUST_DYLIB_EXT = "dll"
elif platform.system() == "Darwin":
RUST_LIB_PFX = "lib"
RUST_STATIC_LIB_EXT = "a"
RUST_DYLIB_EXT = "dylib"
else: # Linux
RUST_LIB_PFX = "lib"
RUST_STATIC_LIB_EXT = "a"
RUST_DYLIB_EXT = "so"
# Directories with headers to include
RUST_INCLUDES = ["nautilus_trader/core/includes"]
RUST_LIB_PATHS: list[Path] = [
TARGET_DIR / f"{RUST_LIB_PFX}nautilus_backtest.{RUST_STATIC_LIB_EXT}",
TARGET_DIR / f"{RUST_LIB_PFX}nautilus_common.{RUST_STATIC_LIB_EXT}",
TARGET_DIR / f"{RUST_LIB_PFX}nautilus_core.{RUST_STATIC_LIB_EXT}",
TARGET_DIR / f"{RUST_LIB_PFX}nautilus_model.{RUST_STATIC_LIB_EXT}",
TARGET_DIR / f"{RUST_LIB_PFX}nautilus_persistence.{RUST_STATIC_LIB_EXT}",
]
RUST_LIBS: list[str] = [str(path) for path in RUST_LIB_PATHS]
def _build_rust_libs() -> None:
try:
# Build the Rust libraries using Cargo
if RUST_TOOLCHAIN not in ("stable", "nightly"):
raise ValueError(f"Invalid `RUST_TOOLCHAIN` '{RUST_TOOLCHAIN}'")
build_options = " --release" if BUILD_MODE == "release" else ""
print("Compiling Rust libraries...")
cmd_args = [
"cargo",
"build",
*build_options.split(),
"--all-features",
]
if RUST_TOOLCHAIN == "nightly":
cmd_args.insert(1, "+nightly")
print(" ".join(cmd_args))
subprocess.run(
cmd_args, # noqa
cwd="nautilus_core",
check=True,
)
except subprocess.CalledProcessError as e:
raise RuntimeError(
f"Error running cargo: {e}",
) from e
################################################################################
# CYTHON BUILD
################################################################################
# https://cython.readthedocs.io/en/latest/src/userguide/source_files_and_compilation.html
Options.docstrings = True # Include docstrings in modules
Options.fast_fail = True # Abort the compilation on the first error occurred
Options.annotate = ANNOTATION_MODE # Create annotated HTML files for each .pyx
if ANNOTATION_MODE:
Options.annotate_coverage_xml = "coverage.xml"
Options.fast_fail = True # Abort compilation on first error
Options.warning_errors = True # Treat compiler warnings as errors
Options.extra_warnings = True
CYTHON_COMPILER_DIRECTIVES = {
"language_level": "3",
"cdivision": True, # If division is as per C with no check for zero (35% speed up)
"nonecheck": True, # Insert extra check for field access on C extensions
"embedsignature": True, # If docstrings should be embedded into C signatures
"profile": PROFILE_MODE, # If we're debugging or profiling
"linetrace": PROFILE_MODE, # If we're debugging or profiling
"warn.maybe_uninitialized": True,
}
def _build_extensions() -> list[Extension]:
# Regarding the compiler warning: #warning "Using deprecated NumPy API,
# disable it with " "#define NPY_NO_DEPRECATED_API NPY_1_7_API_VERSION"
# https://stackoverflow.com/questions/52749662/using-deprecated-numpy-api
# From the Cython docs: "For the time being, it is just a warning that you can ignore."
define_macros: list[tuple[str, str | None]] = [
("NPY_NO_DEPRECATED_API", "NPY_1_7_API_VERSION"),
]
if PROFILE_MODE or ANNOTATION_MODE:
# Profiling requires special macro directives
define_macros.append(("CYTHON_TRACE", "1"))
extra_compile_args = []
extra_link_args = RUST_LIBS
if platform.system() != "Windows":
# Suppress warnings produced by Cython boilerplate
extra_compile_args.append("-Wno-unreachable-code")
if BUILD_MODE == "release":
extra_compile_args.append("-O2")
extra_compile_args.append("-pipe")
if platform.system() == "Windows":
extra_link_args += [
"AdvAPI32.Lib",
"bcrypt.lib",
"Crypt32.lib",
"Iphlpapi.lib",
"Kernel32.lib",
"ncrypt.lib",
"Netapi32.lib",
"ntdll.lib",
"Ole32.lib",
"OleAut32.lib",
"Pdh.lib",
"PowrProf.lib",
"Psapi.lib",
"schannel.lib",
"secur32.lib",
"Shell32.lib",
"User32.Lib",
"UserEnv.Lib",
"WS2_32.Lib",
]
print("Creating C extension modules...")
print(f"define_macros={define_macros}")
print(f"extra_compile_args={extra_compile_args}")
return [
Extension(
name=str(pyx.relative_to(".")).replace(os.path.sep, ".")[:-4],
sources=[str(pyx)],
include_dirs=[np.get_include(), *RUST_INCLUDES],
define_macros=define_macros,
language="c",
extra_link_args=extra_link_args,
extra_compile_args=extra_compile_args,
)
for pyx in itertools.chain(Path("nautilus_trader").rglob("*.pyx"))
]
def _build_distribution(extensions: list[Extension]) -> Distribution:
nthreads = os.cpu_count() or 1
if platform.system() == "Windows":
nthreads = min(nthreads, 60)
print(f"nthreads={nthreads}")
distribution = Distribution(
{
"name": "nautilus_trader",
"ext_modules": cythonize(
module_list=extensions,
compiler_directives=CYTHON_COMPILER_DIRECTIVES,
nthreads=nthreads,
build_dir=BUILD_DIR,
gdb_debug=PROFILE_MODE,
),
"zip_safe": False,
},
)
return distribution
def _copy_build_dir_to_project(cmd: build_ext) -> None:
# Copy built extensions back to the project tree
for output in cmd.get_outputs():
relative_extension = Path(output).relative_to(cmd.build_lib)
if not Path(output).exists():
continue
# Copy the file and set permissions
shutil.copyfile(output, relative_extension)
mode = relative_extension.stat().st_mode
mode |= (mode & 0o444) >> 2
relative_extension.chmod(mode)
print("Copied all compiled dynamic library files into source")
def _copy_rust_dylibs_to_project() -> None:
# https://pyo3.rs/latest/building_and_distribution#manual-builds
ext_suffix = sysconfig.get_config_var("EXT_SUFFIX")
src = Path(TARGET_DIR) / f"{RUST_LIB_PFX}nautilus_pyo3.{RUST_DYLIB_EXT}"
dst = Path("nautilus_trader/core") / f"nautilus_pyo3{ext_suffix}"
shutil.copyfile(src=src, dst=dst)
print(f"Copied {src} to {dst}")
def _get_clang_version() -> str:
try:
result = subprocess.run(
["clang", "--version"], # noqa
check=True,
capture_output=True,
)
output = (
result.stdout.decode()
.splitlines()[0]
.lstrip("Apple ")
.lstrip("Ubuntu ")
.lstrip("clang version ")
)
return output
except (subprocess.CalledProcessError, FileNotFoundError) as e:
err_msg = str(e) if isinstance(e, FileNotFoundError) else e.stderr.decode()
raise RuntimeError(
"You are installing from source which requires the Clang compiler to be installed.\n"
f"Error running clang: {err_msg}",
) from e
def _get_rustc_version() -> str:
try:
result = subprocess.run(
["rustc", "--version"], # noqa
check=True,
capture_output=True,
)
output = result.stdout.decode().lstrip("rustc ").strip()
return output
except (subprocess.CalledProcessError, FileNotFoundError) as e:
err_msg = str(e) if isinstance(e, FileNotFoundError) else e.stderr.decode()
raise RuntimeError(
"You are installing from source which requires the Rust compiler to be installed.\n"
"Find more information at https://www.rust-lang.org/tools/install\n"
f"Error running rustc: {err_msg}",
) from e
def _strip_unneeded_symbols() -> None:
try:
print("Stripping unneeded symbols from binaries...")
for so in itertools.chain(Path("nautilus_trader").rglob("*.so")):
if platform.system() == "Linux":
strip_cmd = ["strip", "--strip-unneeded", so]
elif platform.system() == "Darwin":
strip_cmd = ["strip", "-x", so]
else:
raise RuntimeError(f"Cannot strip symbols for platform {platform.system()}")
subprocess.run(
strip_cmd, # type: ignore [arg-type] # noqa
check=True,
capture_output=True,
)
except subprocess.CalledProcessError as e:
raise RuntimeError(f"Error when stripping symbols.\n{e}") from e
def build() -> None:
"""
Construct the extensions and distribution.
"""
_build_rust_libs()
_copy_rust_dylibs_to_project()
if not PYO3_ONLY:
# Create C Extensions to feed into cythonize()
extensions = _build_extensions()
distribution = _build_distribution(extensions)
# Build and run the command
print("Compiling C extension modules...")
cmd: build_ext = build_ext(distribution)
if PARALLEL_BUILD:
cmd.parallel = os.cpu_count()
cmd.ensure_finalized()
cmd.run()
if COPY_TO_SOURCE:
# Copy the build back into the source tree for development and wheel packaging
_copy_build_dir_to_project(cmd)
if BUILD_MODE == "release" and platform.system() in ("Linux", "Darwin"):
# Only strip symbols for release builds
_strip_unneeded_symbols()
if __name__ == "__main__":
nautilus_trader_version = toml.load("pyproject.toml")["tool"]["poetry"]["version"]
print("\033[36m")
print("=====================================================================")
print(f"Nautilus Builder {nautilus_trader_version}")
print("=====================================================================\033[0m")
print(f"System: {platform.system()} {platform.machine()}")
print(f"Clang: {_get_clang_version()}")
print(f"Rust: {_get_rustc_version()}")
print(f"Python: {platform.python_version()}")
print(f"Cython: {cython_compiler_version}")
print(f"NumPy: {np.__version__}\n")
print(f"RUST_TOOLCHAIN={RUST_TOOLCHAIN}")
print(f"BUILD_MODE={BUILD_MODE}")
print(f"BUILD_DIR={BUILD_DIR}")
print(f"PROFILE_MODE={PROFILE_MODE}")
print(f"ANNOTATION_MODE={ANNOTATION_MODE}")
print(f"PARALLEL_BUILD={PARALLEL_BUILD}")
print(f"COPY_TO_SOURCE={COPY_TO_SOURCE}")
print(f"PYO3_ONLY={PYO3_ONLY}\n")
print("Starting build...")
ts_start = datetime.datetime.now(datetime.timezone.utc)
build()
print(f"Build time: {datetime.datetime.now(datetime.timezone.utc) - ts_start}")
print("\033[32m" + "Build completed" + "\033[0m")